Sorry, but your brief description doesn't bring any native Arizona plant to mind. A little more information would have been useful. For instance, what is its size and is its origin (did you buy it or did it suddenly come up in a flower bed), is it woody or herbaceous, etc. Your best bet for identifying it is to take a photo or two and then visit our Plant Identification page to find links to several plant identification forums that will accept photos of plants for identification.